Thursday 2 April 2020, 8:30am to Friday 3 April 2020, 5:00pm
VenueLUMS Lecture Theatre 1, LA1 4YX - View Map
Open toExternal Organisations, Postgraduates, Public, Staff
RegistrationCost to attend - booking required
Ticket PriceThe fees for this conference are Academic registration: £120, PhD student registration: £80, Practitioner registration: £500. Additional Conference Dinner for non-attendees of the conference £50. Registration will open in November 2019.
Organised by The Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy (EMP) at Lancaster University Management School, the Centre for Endowment Asset Management (CEAM) at the University of Cambridge and Invesco Quantitative Strategies
We invite the submission of papers in the field of factor investing and related research areas, including:
• Asset pricing • Financial econometrics
• Investments • High-frequency finance
• Factor selection, optimization and timing • Volatility modelling
• Global portfolio selection • Pricing factors
• Risk management • Big data & Machine learning
• Factor allocation • Forecasting
• Model selection • Extreme event modelling
• News sentiment • Return predictability
The best paper will be awarded the Invesco Factor Investing Prize (GBP £1,000).
Closing Date for Paper Submission: 15th January 2020
Papers should be submitted in electronic form (pdf) via email to email@example.com.
Please include your contact information and affiliation.
David Chambers, Elroy Dimson, Anastasios Kagkadis, Harald Lohre, Ingmar Nolte, Sandra Nolte, Mark Shackleton, George Wang, Chelsea Yao
+44 1524 510906